You are supposed to do your research and figure out which relays you want to: 
1. Hold your notes for others to see (Public Outbox/Home)
2. Receive people's reactions to your notes (Public inbox)
3. Receive DMs from everybody (Private DM Inbox)
4. Store your private data, like drafts, app settings, etc (Private Storage). 
5. Locally cache information (Local Relays)
6. Do search for you (Search Relays)
7. Authorize the app to download posts from (General List). 

You can use Nostr without setting them up, but I can guarantee you will be losing your posts, missing DMs, missing Zap notifications, and make your private posts public until you set it up.